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~isPartOf:"Annals of finance"
~isPartOf:"Journal of economic dynamics & control"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Stochastic process"
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Stochastic process
210
Stochastischer Prozess
210
Theorie
105
Theory
105
Volatility
78
Volatilität
78
Option pricing theory
65
Optionspreistheorie
65
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44
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29
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Aufsatz in Zeitschrift
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210
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Elliott, Robert J.
6
Viens, Frederi G.
6
Li, Kai
5
Branger, Nicole
4
Chan, Leunglung
3
Hainaut, Donatien
3
He, Xue-zhong
3
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3
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2
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2
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2
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2
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2
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2
Cui, Zhenyu
2
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2
Flåm, Sjur D.
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Li, Chenxu
2
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Annals of finance
Journal of economic dynamics & control
European journal of operational research : EJOR
633
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Operations research
173
International journal of production research
168
Quantitative finance
166
Operations research letters
164
Mathematics of operations research
161
Risks : open access journal
128
International journal of production economics
125
Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
105
Economics letters
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Journal of mathematical finance
89
Econometric reviews
86
Finance research letters
85
Energy economics
84
Economic modelling
81
Management science : journal of the Institute for Operations Research and the Management Sciences
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation research / E : an international journal
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Omega : the international journal of management science
76
Journal of banking & finance
71
Journal of economic theory
71
Mathematical methods of operations research
71
Computational Management Science : CMS
70
Annals of operations research
63
Econometric theory
61
Scandinavian actuarial journal
57
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ECONIS (ZBW)
210
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210
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1
Robustness and sensitivity analyses of rough Volterra stochastic volatility models
Matas, Jan
;
Pospíšil, Jan
- In:
Annals of finance
19
(
2023
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10014448297
Saved in:
2
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
3
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian
;
Nolan, Charles
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015050299
Saved in:
4
Exact simulation of the Hull and White stochastic volatility model
Brignone, Riccardo
;
Gonzato, Luca
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050813
Saved in:
5
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
6
Delta-hedging in fractional volatility models
Zhao, Qi
;
Chronopoulou, Alexandra
- In:
Annals of finance
19
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014253877
Saved in:
7
Symbolic stationarization of dynamic equilibrium models
Canova, Fabio
;
Paulsen, Kenneth Sæterhagen
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014480314
Saved in:
8
The value of expected return persistence
Schadner, Wolfgang
;
Lang, Sebastian
- In:
Annals of finance
19
(
2023
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10014448279
Saved in:
9
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
10
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
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